Search: bid
RBA Glossary definition for bid
bid – The price offered to purchase securities in the primary market. In relation to a tender, a bid also includes the volume willing to be bought at the price offered.
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Appendix A: Demand, Marginal Valuation and the Cumulative Bid Function
15 May 2024
RDP
2024-03
However, we do observe the bids submitted by participants and we can use these bids to construct the cumulative bid function which serves as a close approximation. ... Footnote. Although the minimum bid is $20 million, for simplicity this can be thought
https://www.rba.gov.au/publications/rdp/2024/2024-03/appendix-a.html
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Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets
1 Oct 1987
RDP
8707
Research Discussion Paper – RDP 8707 Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets.
https://www.rba.gov.au/publications/rdp/1987/8707/
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ASY.2ETRIC INFORMATION AND BID-ASK SPREADS IN THE EUROCURRENCY MARKETS ...
20 Oct 2014
RDP
PDF
590KB
ASY.2ETRIC INFORMATION AND BID-ASK. SPREADS IN THE EUROCURRENCY MARKETS. MalcolmL. Edey. ... security dealer. The size of the equilibrium bid-ask spread is shown to.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8707.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
bps). Bid amount. ($m). Cumulative bids. ($m). 25 200 200. 24 250 450. ... Unsuccessful bids exhibit. an increasingly wide dispersion as the cumulative bid increases along the horizontal axis.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
We also find that such purchases led to lower yields as and when they were implemented, and that they supported market function by lowering bid-offer spreads.
https://www.rba.gov.au/publications/rdp/2022/2022-02.html
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Notes to and Forming Part of the Financial Statements
19 Oct 2023
RBA Annual Report
– October 2023
The securities are valued at market bid prices on balance date; valuation gains or losses are taken to profit. ... These securities are valued at market bid prices on balance date and valuation gains or losses are taken to profit.
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
and that they supported market function by lowering bid-offer spreads. For the yield target, we find. ... channels including:. portfolio rebalancing – the accumulation of government bonds by the central bank bids up their.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Notes to and Forming Part of the Financials Statements
27 Oct 2022
RBA Annual Report
– October 2022
The securities are valued at market bid prices on balance date; valuation gains or losses are taken to profit. ... These securities are valued at market bid prices on balance date and valuation gains or losses are taken to profit.
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html
Liquidity in the Australian Treasury Bond Futures Market
10 Jun 2012
Bulletin
– June 2012
order-based measures, which use order books to assess bid-ask spreads and market depth. ... Hence, the bid-ask spread in this example is 0.5 basis points (96.155 – 96.150).
https://www.rba.gov.au/publications/bulletin/2012/jun/6.html
FSR March 2007 List of tables
10 Mar 2007
FSR
– March 2007
j). –. 12.0. Market liquidity. 35. Average bid-ask spread in the securities market (percentage of mid-point price). –.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html